The linked slots are linked to 2011, but probably you'll be happy testing a full tick data backtester prototype next month.

Thank you also for the other creative Ideas.

Logic Slots in the Strategy Builder.

I would like to suggest that the number of slots available be perhaps 15 or thereabouts for open and 5 or 6 for close, reason being, that I feel I am missing some entries and exits as I can not get the precision I want.

Of course, the use of more logic slots will slow things greatly.

Thanks

i have observed that sometimes Optimiser sacrifices better OOS performance because it chases best overall performance. For example, i see that in-sample performance is optimised to get the best possible returns while performance on out- sample does not match it. But sometimes, while the Generator is still running, I get equity curve that is equal in slope for both in-sample and out - sample, but it is not the most profitable strategy at the end and Optimiser skips it. I would rather prefer to have profitable equity slope which is almost equal for in- sample and out - sample rather than to have steep rising equity for in- sample which cannot be matched by out-sample.

in other words i would sacrifice overall optimal performance for having equity curve that is almost equal for in-sample and out-sample.

that's why i would suggest if this logic can be build into FSB where it would compare insample performance with outsample performance and output strategy that matches to the best possible extent returns for insample and outsample. in that way, one would get equally distributed equity curve for both periods which would indicate that strategy had stable overall performance.

But that would  work if you are using OOS mark at 50%, meaning you are splitting data exactly into two halves. But even if you are using OOS mark at lesser percentages, there is a calculation which would attempt to evenly distribute performance for in-sample and out-sample.

Duno2007,
Interesting approach, I would suggest to create an analyzer inside of FSB generator so it can monitor if profitability stays consistent +/- 10%. In this case we can find strategy which can holds equity curve for some extend without any degradation in profit; so I would like to see Backtest(optimised strategy results) = /< then OOS.

fxwinner

The lines on that chart have a nice even slope.......

I would like to ask if you have a nice risk:reward ratio for that strategy.?

Thanks

It will be good to see a robust discussion re a joint effort on strategies, there has not been a great deal of discussion in that area so far.....

seems weird that we do not discuss strategy specifics......  I suggest that we start that as people will have a hard time getting to know the capabilities of the software if there is no specifics.

Hopefully we will create a new wave of thinking which will allow people to feel safe in sharing.

Please have a look at the strategy I just posted and make whatever recommendation you may feel to be appropriate.

Thanks for your help

daveM

Totaly agree with you
Because the software build to test trading strategies this means the most important part will be building these strategies and the most important is to share these strategies , so i come with an idea that facilate that part
http://forexsb.com/forum/post/6564/#p6564

Another Point: regarding testing strategies ( not limiting ourselves to the results come out from generator ) but also test other strategies like strategies published in books, magazines , other sites
Example of strategy i posted it here for discussion
http://forexsb.com/forum/topic/1771/asian-patterneuropean-trade-currency-trader-aug-2010-vol/
And i think the second point will be one of the most valuable ideas  because it chalanges the FSB software and FSB users to expand the features of the software to be able to (1-Generate , 2- Test ) any strategy we may find

I think this has already been covered or I am just not finding it but how can I change the amount of bars in the builder and generator?   any help pointing me in the right direction would be greatly appreciated...   

Thanks

Hello!
You realy make good programm. Thank you!
My question is - How can i make strategies based on positions profit?
For example: If previous long position was lose i'm going to open new long position with double lots.
same for short positions. (jast like in  roulette  even/odd system - everytime doubling your stake while have loses).
Is it possible using your software?
Sorry for my bad english, thank you for answering.